+31.8%
A vs GME
+4.1%
+27.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.2% | -2.6% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | +0.6% | -1.4% | +2.0% | +0.6% |
| 3M | +10.9% | -15.1% | +26.0% | +11.3% |
| 6M | +28.2% | -22.5% | +50.6% | +28.8% |
| YTD | +8.6% | -5.9% | +14.5% | +8.7% |
| 1Y | +15.5% | -18.6% | +34.2% | +16.0% |
| 3Y | +31.8% | +6.7% | +25.1% | +33.7% |
| All | +31.8% | +4.1% | +27.7% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling